LEADER 03118nam 2200625 a 450 001 9910143408503321 005 20170809162037.0 010 $a1-119-20157-8 010 $a1-280-90029-6 010 $a9786610900299 010 $a0-470-14006-2 035 $a(CKB)1000000000355061 035 $a(EBL)297266 035 $a(OCoLC)476071328 035 $a(SSID)ssj0000142000 035 $a(PQKBManifestationID)11147217 035 $a(PQKBTitleCode)TC0000142000 035 $a(PQKBWorkID)10090297 035 $a(PQKB)11732647 035 $a(MiAaPQ)EBC297266 035 $a(EXLCZ)991000000000355061 100 $a20061119d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aDynamic term structure modeling$b[electronic resource] $ethe fixed income valuation course /$fSanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto 210 $aHoboken, N.J. $cJohn Wiley & Sons$dc2007 215 $a1 online resource (722 p.) 225 1 $aWiley finance 300 $aDescription based upon print version of record. 311 $a0-471-73714-3 320 $aIncludes bibliographical references (p. 647-657) and index. 327 $aA simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model. 330 $aPraise for Dynamic Term Structure Modeling""This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations. It is an essential reference for academics and practitioners alike."" --Sanjiv Ranjan DasProfessor of Finance, Santa Clara University, California, coeditor, Journal of Derivatives""Bravo! This is an exhaustive analysis of the yield curve dynamics. It is clear, peda 410 0$aWiley finance series. 606 $aFinance 606 $aStochastic processes 608 $aElectronic books. 615 0$aFinance. 615 0$aStochastic processes. 676 $a332.0151923 676 $a332.632 686 $a85.30$2bcl 700 $aNawalkha$b Sanjay K$0878026 701 $aBeli?aeva$b Natal?i?a A$g(Natal?i?a Anatol?evna),$f1975-$0878027 701 $aSoto$b Gloria M$0878028 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910143408503321 996 $aDynamic term structure modeling$91960238 997 $aUNINA LEADER 00974nam a2200265 i 4500 001 991001604879707536 005 20020502192242.0 008 951011s1994 it ||| | ita 035 $ab10877411-39ule_inst 035 $aLE02372760$9ExL 040 $aDip.to Studi Storici$bita 082 0 $a945.6 100 1 $aLoffreda, Domenico$0164684 245 13$a...et ecclesia Sancti Gregorii in Matese /$cDomenico Loffreda 260 $aNapoli :$bLoffredo editore,$cstampa 1994 300 $a327 p. :$bill., facs. ;$c24 cm. 650 4$aMonastero di S. Gregorio 650 4$aSan Gregorio Matese$xStoria 650 4$aStoria - S. Gregorio Matese 907 $a.b10877411$b21-09-06$c28-06-02 912 $a991001604879707536 945 $aLE023 945.6 LOF 1 1$g1$i2023000034422$lle023$o-$pE0.00$q-$rl$s- $t0$u1$v0$w1$x0$y.i10985207$z28-06-02 996 $aEcclesia Sancti Gregorii in Matese$91425486 997 $aUNISALENTO 998 $ale023$b01-01-95$cm$da $e-$fita$git $h3$i1 LEADER 03013oam 2200613 450 001 996466615503316 005 20230922171630.0 010 $a1-280-61834-5 010 $a9786610618347 010 $a3-540-34806-9 024 7 $a10.1007/b128410 035 $a(CKB)1000000000282969 035 $a(EBL)3036460 035 $a(SSID)ssj0000275505 035 $a(PQKBManifestationID)11210180 035 $a(PQKBTitleCode)TC0000275505 035 $a(PQKBWorkID)10219620 035 $a(PQKB)10441640 035 $a(DE-He213)978-3-540-34806-1 035 $a(MiAaPQ)EBC3036460 035 $a(MiAaPQ)EBC6426713 035 $a(PPN)123719992 035 $a(EXLCZ)991000000000282969 100 $a20210604d2006 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe wulff crystal in ising and percolation models $eEcole d'Eté de Probabilités de Saint-Flour XXXIV - 2004 /$fRaphaël Cerf, edited by Jean Picard 205 $a1st ed. 2006. 210 1$aGermany :$cSpringer,$d[2006] 210 4$d©2006 215 $a1 online resource (266 p.) 225 1 $aÉcole d'Été de Probabilités de Saint-Flour,$x0721-5363 ;$v1878 300 $aDescription based upon print version of record. 311 $a3-540-30988-8 320 $aIncludes bibliographical references and index. 327 $aPhase coexistence and subadditivity -- Presentation of the models -- Ising model -- Bernoulli percolation -- FK or random cluster model -- Main results -- The Wulff crystal -- Large deviation principles -- Large deviation theory -- Surface large deviation principles -- Volume large deviations -- Fundamental probabilistic estimates -- Coarse graining -- Decoupling -- Surface tension -- Interface estimate -- Basic geometric tools -- Sets of finite perimeter -- Surface energy -- The Wulff theorem -- Final steps of the proofs -- LDP for the cluster shapes -- Enhanced upper bound -- LDP for FK percolation -- LDP for Ising. 330 $aThis volume is a synopsis of recent works aiming at a mathematically rigorous justification of the phase coexistence phenomenon, starting from a microscopic model. It is intended to be self-contained. Those proofs that can be found only in research papers have been included, whereas results for which the proofs can be found in classical textbooks are only quoted. 410 0$aÉcole d'Été de Probabilités de Saint-Flour,$x0721-5363 ;$v1878 606 $aPhase transformations (Statistical physics) 615 0$aPhase transformations (Statistical physics) 676 $a530.13 700 $aCerf$b Raphaël$0472495 702 $aPicard$b Jean$f1959- 712 12$aE?cole d'e?te? de probabilite?s de Saint-Flour$d(34th :$f2004 :$eSaint-Flour, France) 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bUtOrBLW 906 $aBOOK 912 $a996466615503316 996 $aThe wulff crystal in ising and percolation models$92900490 997 $aUNISA